A big array or an array for each data column?

For backtest, we can put all historical data in a big array, or having separate array to store start end start close column. Which method would let the backtest runs faster?

 

array is array. I know only one type

 

What are your hardware and software specs? What language or platform?

If you would not like to share then why not try both and find out yourself?

 

Sounds like you would be using a multidimensional array

 

If you walk away for 6 months, then come back to read the code, could you understand it?

Single or multi - the execution difference is probably negligible. It's not like it's mission critical or anything.

Go for the more readable solution. The compiler will optimize away many of your human conveniences anyway.

And if you're using C++, why aren't you using vectors from the STL? That code has been written by programmers magnitudes better in ability than any of us...

Here's a tutorial -> C++ STL Vectors

 

I use either Java or C#.

 

It appears C# Collections are the equivalent to the STL

 

I agree with blah....neither method would yield a result that is significantly better by any major factor, so it makes the most sense to stick with whatever is simplest.

 

sounds good, thanks!